1095 steel is about the best. Few frizzens from contemporary locks will need soling or deep pack case hardening because they are made of 1095 typically.
I use old hand saw blades. I anneal in a fire outside, then cut it oversized. I grind back the frizzen the thickness of the sole. Then cut the sole a little oversized and bend it just right and get it nice and bright. Check the fit 3 times and make sure they lie together nicely.
Then I flux both surfaces and wire them together and braze them together and quench in brine. Then I pickle in vinegar then do cleanup by grinding. Then temper everything at about 450 degrees then heat the toe of the frizzen to blue.
Method 2 is to get the pieces to fit, harden the sole independently, tin with low temp solder, wire the pieces together, heat the frizzen until solder flows and cool in water immediately.
Method 3 is to fit the pieces, drill through in 3 places for steel rivets, rivet in place then do the hardening and tempering.